China Gold International Resources

10-Year Study

CGG.TO · Basic Materials · CA · Common Stock

Executive Summary: China Gold International Resources has compounded at 34.3% annually over the last 10 years, with a maximum drawdown of 87.1% and an annualized volatility of 66.1%.

1Y CAGR
+257.6%
3Y CAGR
+87.6%
5Y CAGR
+58.3%
10Y CAGR
+34.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
87.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
64.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +275.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -32.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202618.211.8-23.220.2————————22.0%
202511.9-2.422.8-12.921.618.1-3.267.324.4-4.714.31.8275.0%
20240.215.034.4-8.816.9-2.5-15.4-16.2-2.73.29.46.433.5%
202322.3-6.59.649.3-20.4-7.75.66.82.32.1-6.61.353.1%
20220.310.318.914.4-14.6-12.4-1.45.7-5.9-10.520.62.922.6%
202141.220.29.416.27.7-18.2-5.121.3-4.5-2.2-12.99.094.1%
2020-4.2-7.1-46.721.4-33.864.477.034.3-11.93.913.00.054.2%
20193.816.5-13.15.4-13.17.9-8.5-8.0-17.4-7.9-3.816.8-25.3%
20184.320.4-9.8-1.9-1.9-10.9-0.4-19.41.6-3.20.0-12.2-32.8%
201732.33.1-1.1-24.0-4.42.1-4.019.0-13.32.06.010.818.7%
2016———17.0-14.67.85.62.027.48.4-20.7-28.3-8.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 66.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.7% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111704.683866681431
2016-05-0110000
2016-06-0110783.412689624625
2016-07-0111382.46041412911
2016-08-0111612.778208393313
2016-09-0114792.381796035876
2016-10-0116036.430074188906
2016-11-0112718.967999114162
2016-12-019124.12800354335
2017-01-0112073.413796921712
2017-02-0112442.143727161998
2017-03-0112304.28523972982
2017-04-019354.999446351456
2017-05-018939.763038423209
2017-06-019124.12800354335
2017-07-018755.398073303068
2017-08-0110414.68275938434
2017-09-019032.222345255232
2017-10-019216.587310375373
2017-11-019769.682205735799
2017-12-0110829.365518768685
2018-01-0111290.001107297086
2018-02-0113594.286347026908
2018-03-0112257.778762041855
2018-04-0112027.460967777655
2018-05-0111797.143173513452
2018-06-0110506.58841767246
2018-07-0110460.635588528401
2018-08-018433.174620750748
2018-09-018571.58675672683
2018-10-018294.762484774665
2018-11-018294.762484774665
2018-12-017281.032000885838
2019-01-017557.302624294098
2019-02-018801.90455099103
2019-03-017649.761931126121
2019-04-018064.444690510462
2019-05-017004.761377477577
2019-06-017557.302624294098
2019-07-016912.302070645554
2019-08-016359.20717528513
2019-09-015253.571033108183
2019-10-014838.88827372384
2019-11-014654.523308603699
2019-12-015437.935998228325
2020-01-015207.064555420219
2020-02-014838.88827372384
2020-03-012580.55586313808
2020-04-013133.6507584985047
2020-05-012073.9674454656183
2020-06-013409.9213819067654
2020-07-016036.983722732809
2020-08-018110.397519654524
2020-09-017142.619864909755
2020-10-017419.44413686192
2020-11-018387.221791606687
2020-12-018387.221791606687
2021-01-0111843.096002657514
2021-02-0114239.28690067545
2021-03-0115575.7944856605
2021-04-0118100.98549440815
2021-05-0119493.41158232754
2021-06-0115940.648876093455
2021-07-0115124.017273834568
2021-08-0118341.26896246263
2021-09-0117524.637360203742
2021-10-0117140.95891927804
2021-11-0114931.901229099767
2021-12-0116276.713542243384
2022-01-0116324.327317019157
2022-02-0118005.2042963127
2022-03-0121414.018381131656
2022-04-0124498.394419222677
2022-05-0120925.70036540804
2022-06-0118322.44491196988
2022-07-0118067.212933229985
2022-08-0119088.14084818957
2022-09-0117965.341601151587
2022-10-0116076.84641789392
2022-11-0119394.308492968663
2022-12-0119955.708116487654
2023-01-0124395.969438600376
2023-02-0122813.641900121802
2023-03-0125008.304728158568
2023-04-0137333.62861255675
2023-05-0129724.836673679547
2023-06-0127425.534270844866
2023-07-0128958.03344037205
2023-08-0130929.02225667147
2023-09-0131640.460635588526
2023-10-0132297.641457202964
2023-11-0130162.772671907875
2023-12-0130545.897464289665
2024-01-0130600.708670136195
2024-02-0135198.75982726165
2024-03-0147296.53416011516
2024-04-0143136.419001218026
2024-05-0150416.89735355996
2024-06-0149157.900564721516
2024-07-0141603.366183146936
2024-08-0134870.44624072639
2024-09-0133939.76303842321
2024-10-0135034.326209722065
2024-11-0138319.12302070645
2024-12-0140782.30539253682
2025-01-0145654.41257889492
2025-02-0144559.84940759606
2025-03-0154741.44612999668
2025-04-0147669.13963016277
2025-05-0157967.002546783304
2025-06-0168486.32488096555
2025-07-0166327.09555973868
2025-08-01110951.16819842764
2025-09-01138024.58199534935
2025-10-01131491.52917727828
2025-11-01150260.21481563503
2025-12-01152917.7278263758
2026-01-01180821.614439154
2026-02-01202081.71852508027
2026-03-01155187.68685638357
2026-04-01186524.1944413686
Annual Return Matrix
YearAnnual Return
20170.18689320388349517
2018-0.3276584867075665
2019-0.253136643601247
20200.542353899409489
20210.940656148920721
20220.22602809619374797
20230.5306847186771724
20240.33511563836728775
20252.7496096984835936
20260.21976828385228075
Total Factor Risk
0.6607126748551602
VTI.US Exposure
0.4071221764779953
VEA.US Exposure
0.2486579811436852
VWO.US Exposure
-0.006034186174660216
QQQ.US Exposure
-0.0013053010878561826
VTV.US Exposure
-0.029765290965412475
IJR.US Exposure
-0.04071712151867325
QUAL.US Exposure
-0.01546310745982585
SHV.US Exposure
0.0704171754795697
TLT.US Exposure
-0.005912719496751486
LQD.US Exposure
0.007089255565917081
HYG.US Exposure
-0.007935992500192973
GLD.US Exposure
0.0741072318128548
USO.US Exposure
-0.0014489553770434403
VNQ.US Exposure
0.006801044550962707
BTC-USD.CC Exposure
0.016404904010563447
CPER.US Exposure
0.0004161402946907404
VIX.INDX Exposure
0.011112215220313316
UUP.US Exposure
0.002542492284783387
TIP.US Exposure
0.027081851042070396
Idiosyncratic Exposure
0.23683020669700985
Value Score
43
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$11.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+34.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is China Gold International Resources a high-risk investment?

China Gold International Resources (CGG.TO) has an annualized volatility of 66.1% and experienced a maximum drawdown of 87.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CGG.TO?

Over the past 10 years, CGG.TO has generated a Compound Annual Growth Rate (CAGR) of 34.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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